+125.3%
MTB vs EXPD
+334.2%
-208.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.0% |
| 7D | -0.8% | -5.5% | +4.7% | +1.9% |
| 30D | +2.4% | -1.9% | +4.3% | +3.2% |
| 3M | -10.5% | +6.1% | -16.6% | -13.3% |
| 6M | +6.4% | +21.6% | -15.2% | -4.0% |
| YTD | +12.8% | +27.9% | -15.1% | -2.3% |
| 1Y | +23.3% | +39.4% | -16.1% | +2.0% |
| 3Y | +108.2% | +72.7% | +35.6% | +49.3% |
| 5Y | +68.6% | +60.3% | +8.3% | +23.1% |
| 10Y | +125.3% | +332.6% | -207.3% | -12.7% |
| All | +125.3% | +334.2% | -208.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling